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Stochastic Modeling of Electricity and Related Markets - Advanced Series on Statistical Science and Applied Probability Benth, Fred Espen (University of Oslo, Norway)
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Stochastic Modeling of Electricity and Related Markets - Advanced Series on Statistical Science and Applied Probability
Benth, Fred Espen (University of Oslo, Norway)
Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.
350 pages, Illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 15 de abril de 2008 |
| ISBN13 | 9789812812308 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 352 |
| Dimensões | 161 × 236 × 20 mm · 678 g |
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